XLIII: 17, 395-412, LNM 2006 (2011)
CZICHOWSKY, Christoph;
WESTRAY, Nicholas;
ZHENG, Harry
Convergence in the semimartingale topology and constrained portfolios (
Martingale theory,
Mathematical finance)
Nature: Original
XLIV: 05, , LNM 2046 (2012)
MOCHA, Markus;
WESTRAY, Nicholas
Quadratic Semimartingale BSDEs Under an Exponential Moments Condition (
Stochastic calculus)
Keywords: Quadratic Semimartingale BSDEs,
Convex Generators,
Exponential MomentsNature: Original
